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Entropy2016,18, 370
Proof. Equation (7) follows from log (
1
Ļb )
= log (
P(b) )
+ ćJ,bć, andD(logP(b))=āEJ(b). The
remainingof theproof is thesameas thatofProposition9.
Remark15.
1. The second part of Equation (7), S(b) = log (
P(b) )āā©D(logP(b)),bāŖ, expresses the fact that the
functions log (
P(b) ) andāS(b)areLegendre transformsof eachother: theyare linkedby the samerelation
as the relationwhich linksa smoothLagrangianLandtheassociated energyEL.
2. TheLiouvillemeasureĪ»Ļ remains invariantunder theHamiltonianactionΦ, since the symplectic formĻ
itself remains invariantunder that action.However,wehavenota full analogueofProposition10because
themomentummap J doesnot remain invariantunder theactionΦ.Weonlyhave thepartial anologue
statedbelow.
3. Legendre transformswere used byMassieu in thermodynamics in his very earlyworks [55,56], more
systematically presented in [57], in which he introduced his characteristic functions (today called
thermodynamicpotentials) allowingthedeterminationofall the thermodynamic functionsof aphysical
systembypartial derivationsof a suitably chosencharacteristic function. Foramodernpresentationof that
subject the reader is referred to [58,59],Chapter5,pp.131ā152.
Proposition 13. Let b ā G be such that the integrals deļ¬ning P(b) and EJ(b) inDeļ¬nition 19 converge.
ThegeneralizedGibbs state associated tob remains invariantunder the restrictionof theHamiltonianactionΦ
to theone-parameter subgroupofGgeneratedbyb, {
exp(Ļb) ā£ā£ĻāR}.
Proof. Theorbitsof theactiononMof thesubgroup {
exp(Ļb) ā£ā£ĻāR}ofGare the integralcurves
of theHamiltonianvectorļ¬eldwhoseHamiltonian is ćJ,bć,whichof course is constantoneachof
thesecurves. Therefore theproofofProposition10 isvalid for that subgroup.
7.2.GeneralizedThermodynamicFunctions
AssumptionsMadein thisSection
Notationsandconventionsbeingthesameas inSection7.1, letΩbethe largestopensubsetof the
LiealgebraGofG containingallbāG satisfyingthe followingproperties:
⢠the functionsdeļ¬nedonM,withvalues, respectively, inRandinthedualGāofG,
z ā exp ( āā©J(z),bāŖ) and z ā J(z)exp(āā©J(z),bāŖ)
are integrableonMwithrespect to theLiouvillemeasureĪ»Ļ;
⢠moreover their integralsaredifferentiablewithrespect tob, theirdifferentialsarecontinuousand
canbecalculatedbydifferentiationunder thesign ā«
M.
It isassumedinthissectionthat theconsideredHamiltonianactionΦof theLiegroupGonthe
symplecticmanifold (M,Ļ) and itsmomentummap J are such that theopensubsetĪ©ofG is not
empty. Thiscondition isnotalwayssatisļ¬edwhen (M,Ļ) isacotangentbundle,butof course it is
satisļ¬edwhenit isacompactmanifold.
Proposition14. LetΦ : GĆMāMbeaHamiltonianaction of aLie groupGona symplecticmanifold
(M,Ļ)satisfyingtheassumptionsindicatedinSection7.2. ThepartitionfunctionPassociatedtothemomentum
map J and themean value EJ of J for generalizedGibbs statesDeļ¬nition 19 are deļ¬ned and continuously
differentiable on the open subsetĪ© ofG. For each bāĪ©, the differentials at b of the functions P and logP
(whichare linearmapsdeļ¬nedonG,withvalues inR, inotherwords elementsofGā) aregivenby
DP(b)=āP(b)EJ(b) , D(logP)(b)=āEJ(b) .
36
Differential Geometrical Theory of Statistics
- Title
- Differential Geometrical Theory of Statistics
- Authors
- FrƩdƩric Barbaresco
- Frank Nielsen
- Editor
- MDPI
- Location
- Basel
- Date
- 2017
- Language
- English
- License
- CC BY-NC-ND 4.0
- ISBN
- 978-3-03842-425-3
- Size
- 17.0 x 24.4 cm
- Pages
- 476
- Keywords
- Entropy, Coding Theory, Maximum entropy, Information geometry, Computational Information Geometry, Hessian Geometry, Divergence Geometry, Information topology, Cohomology, Shape Space, Statistical physics, Thermodynamics
- Categories
- Naturwissenschaften Physik